December 2007-present

Division of Probabilistic Methods, Institute of Econometrics
Warsaw School of Economics
Assistant Professor

Education

October 2007

Institute of Mathematics of The Polish Academy of Sciences, PhD in Mathematics
Thesis: Optimal investment strategies in financial markets driven by a Levy process, with applications to insurance

1999-2003

Warsaw School of Economics, Quantitative Methods and Information Systems
Master's Degree in Economics, December 2003
Thesis: Ruin probabilities under interest force

Research visits

February 2009-April 2009

Department of Mathematics, Humboldt University Berlin

September 2006-December 2006

Chair of Mathematical Statistics, Munich University of Technology

January 2006-June 2006

Faculty of Actuarial Science and Insurance, Cass Business School, London

Business work experience

December 2007-January 2009

PZU Życie S.A., Product Management Department, Life Pricing Actuary

Qualifications

December 2003

Actuarial license no. 130, granted by Polish Financial Supervisory Authority
I am a full member of the Polish Society of Actuaries

Awards

November 2009

Award for the best paper presented at 5th Conference on Actuarial Statistics, Warsaw
Funded by PZU S.A.

February 2009

Award for the PhD Thesis defended in 2007
Funded by the Polish Prime Minister
 

November 2008

Award for the PhD Thesis
Funded by Institute of Mathematics of the Polish Academy of Sciences
 

November 2008

Award for PhD thesis
Funded by Warsaw School of Economics

November 2007 

Award for the best PhD Thesis in Actuarial Science defended in 2007
Funded by PZU Group

Scientific interests

Insurance and financial mathematics/statistics, stochastic modeling and simulations, optimal stochastic control theory, backward stochastic differential equations, market consistent valuation and hedging, asset liability management, Solvency II, generalized linear and additive models, ratemaking models